Torrents is torrents, and Azureus will download 'em.

You'll find torrents containing songs, albums, (with each song in a seperate file, bundled together), and whole collections.

Azureus (now called Vuze) is free, safe, and updates frequently (automatically). When your share ratio gets above 0.9 the dls pick up speed. I keep my share above 2.5 and get very fast dls.

For more on torrents: Beginners Guide

Edit: Looks like three of us were responding at the same time.